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A Carcassonne bridge is just a sophisticated way of extending a road. When extending a road in the normal way, there's no obligation to be planning (or even able) to finish the road. I see no reason why that wouldn't hold for extending a road using a Bridge, too.

Yes, it does seem strange to build a bridge that just ends in the middle of a field, with no possibility of continuation. But no stranger than building a road that leads towards a "gap" that cannot be filled by any known tile, and that kind of thing happens all the time, even in the basic game.

Q: I have memorised all the tiles. Am I allowed to play a tile when I know that by doing so I am creating a space which can never be filled, either because the required tile doesn't exist or because all the possible tiles have already been played?

A: Yes, that is permitted. But be aware that, if by doing so, you have prevented your opponents from finishing a road, cloister or city (especially a Cathedral city!), they may seek revenge!

I know I've had my fair share of putting pieces that make it impossible for other players to complete a large city they've invested several meeples into. Bonus points if multiple players are fighting for the city and you make it impossible to complete, therefore cutting down their meeple supply and taking away precious points in the end!